+40.7%
ILMN vs FN
+158.4%
-117.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.0% |
| 7D | +1.2% | -1.7% | +2.9% | +1.4% |
| 30D | +9.2% | -22.0% | +31.2% | +12.4% |
| 3M | +29.8% | -43.0% | +72.8% | +39.4% |
| 6M | +69.2% | -27.7% | +97.0% | +72.0% |
| YTD | +66.4% | -10.5% | +76.9% | +60.0% |
| 1Y | +123.4% | +12.5% | +110.9% | +102.9% |
| All | +40.7% | +158.4% | -117.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling